# vcov.chandwich: Calculate the variance-covariance matrix for an object of... In chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

 vcov.chandwich R Documentation

## Calculate the variance-covariance matrix for an object of class "chandwich"

### Description

`vcov` method for class "chandwich".

### Usage

``````## S3 method for class 'chandwich'
vcov(object, complete = FALSE, adjusted = TRUE, ...)
``````

### Arguments

 `object` an object of class "chandwich", a result of a call to `adjust_loglik`. `complete` A logical scalar. If `complete = TRUE` then the full variance-covariance matrix is returned, including any fixed using `fixed_pars` and `fixed_at` in the call to `adjust_loglik`. In this instance the corresponding elements of the matrix are `NA`. Otherwise, the variance-covariance matrix of only the free parameters is returned. The default is `complete = FALSE`, which is in sync with `coef.chandwich`. `adjusted` A logical scalar. If `adjusted = TRUE` then the variance-covariance matrix is estimated using a sandwich estimator. Otherwise, the inverse of the observed information at the MLE is used. `...` Additional optional arguments. At present no optional arguments are used.

### Details

The variance-covariance matrix is based on `attributes(object)\$adjVC` for `adjusted = TRUE` and `attributes(object)\$VC` for `adjusted = FALSE`. These return the estimate variance-covariance matrix of only the free parameters.

### Value

A numeric matrix. The dimensions will be named if names were provided in the call to `adjust_loglik`.

`coef.chandwich`: `coef` method for class "chandwich".
`summary.chandwich`: `summary` method for class "chandwich".
`adjust_loglik` to adjust a user-supplied loglikelihood.